+160.5%
FTXO vs VT
+225.7%
-65.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | +2.0% | +1.0% | +1.0% | +0.8% |
| 30D | -2.0% | -0.2% | -1.8% | -1.8% |
| 3M | +7.6% | +4.5% | +3.1% | +1.5% |
| 6M | +17.6% | +14.1% | +3.5% | -1.0% |
| YTD | +12.2% | +14.8% | -2.6% | -6.3% |
| 1Y | +20.4% | +21.2% | -0.8% | -6.1% |
| 3Y | +113.0% | +76.6% | +36.4% | +3.7% |
| 5Y | +53.4% | +66.6% | -13.1% | -18.9% |
| All | +160.5% | +225.7% | -65.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling